backtesting with tick data

fLife

Junior Member

Join Date: Jun 2014

Posts: 167
#1

backtesting with tick data

12-15-2014, 03:07 AM

Hello,

i would like to ask for some advice with tick, volume data. Does ninja support these kind of data, or can ninja backtest with executing in intrabar another way ??

Thank you a lot Bertrand or Jason ....
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NinjaTrader_Bertrand

NinjaTrader Customer Service

Join Date: Sep 2008

Posts: 26253
#2

12-15-2014, 03:16 AM

GM fLife, yes execution on those bars types as well could be tested.

Simulating intrabar executions could be done via more advanced programming, too - here's an example -

Strategy: Backtesting NinjaScript Strategies with an intrabar granularity - NinjaTrader Support Forum

http://www.ninjatrader.com/support/forum/showthread.php?t=6652

You can submit orders to different Bars objects. This allows you the flexibility of submitting orders to different timeframes. Like in live trading, taking entry conditions from a 5min chart means executing your order as soon as possible instead of waiting until the next 5min bar starts building. You can achieve this by

BertrandNinjaTrader Customer Service
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